CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0251 |
1.0283 |
0.0032 |
0.3% |
1.0337 |
| High |
1.0284 |
1.0306 |
0.0022 |
0.2% |
1.0503 |
| Low |
1.0204 |
1.0239 |
0.0035 |
0.3% |
1.0254 |
| Close |
1.0273 |
1.0275 |
0.0002 |
0.0% |
1.0321 |
| Range |
0.0080 |
0.0067 |
-0.0013 |
-16.3% |
0.0249 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
83,284 |
68,418 |
-14,866 |
-17.8% |
464,494 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0442 |
1.0312 |
|
| R3 |
1.0407 |
1.0375 |
1.0293 |
|
| R2 |
1.0340 |
1.0340 |
1.0287 |
|
| R1 |
1.0308 |
1.0308 |
1.0281 |
1.0291 |
| PP |
1.0273 |
1.0273 |
1.0273 |
1.0265 |
| S1 |
1.0241 |
1.0241 |
1.0269 |
1.0224 |
| S2 |
1.0206 |
1.0206 |
1.0263 |
|
| S3 |
1.0139 |
1.0174 |
1.0257 |
|
| S4 |
1.0072 |
1.0107 |
1.0238 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1106 |
1.0963 |
1.0458 |
|
| R3 |
1.0857 |
1.0714 |
1.0389 |
|
| R2 |
1.0608 |
1.0608 |
1.0367 |
|
| R1 |
1.0465 |
1.0465 |
1.0344 |
1.0412 |
| PP |
1.0359 |
1.0359 |
1.0359 |
1.0333 |
| S1 |
1.0216 |
1.0216 |
1.0298 |
1.0163 |
| S2 |
1.0110 |
1.0110 |
1.0275 |
|
| S3 |
0.9861 |
0.9967 |
1.0253 |
|
| S4 |
0.9612 |
0.9718 |
1.0184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0408 |
1.0204 |
0.0204 |
2.0% |
0.0098 |
1.0% |
35% |
False |
False |
91,713 |
| 10 |
1.0503 |
1.0204 |
0.0299 |
2.9% |
0.0112 |
1.1% |
24% |
False |
False |
98,156 |
| 20 |
1.0578 |
1.0204 |
0.0374 |
3.6% |
0.0100 |
1.0% |
19% |
False |
False |
84,721 |
| 40 |
1.0578 |
1.0141 |
0.0437 |
4.3% |
0.0089 |
0.9% |
31% |
False |
False |
76,693 |
| 60 |
1.0578 |
1.0004 |
0.0574 |
5.6% |
0.0088 |
0.9% |
47% |
False |
False |
66,179 |
| 80 |
1.0578 |
0.9918 |
0.0660 |
6.4% |
0.0082 |
0.8% |
54% |
False |
False |
49,717 |
| 100 |
1.0578 |
0.9857 |
0.0721 |
7.0% |
0.0079 |
0.8% |
58% |
False |
False |
39,815 |
| 120 |
1.0578 |
0.9677 |
0.0901 |
8.8% |
0.0075 |
0.7% |
66% |
False |
False |
33,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0591 |
|
2.618 |
1.0481 |
|
1.618 |
1.0414 |
|
1.000 |
1.0373 |
|
0.618 |
1.0347 |
|
HIGH |
1.0306 |
|
0.618 |
1.0280 |
|
0.500 |
1.0273 |
|
0.382 |
1.0265 |
|
LOW |
1.0239 |
|
0.618 |
1.0198 |
|
1.000 |
1.0172 |
|
1.618 |
1.0131 |
|
2.618 |
1.0064 |
|
4.250 |
0.9954 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0274 |
1.0271 |
| PP |
1.0273 |
1.0266 |
| S1 |
1.0273 |
1.0262 |
|